QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/interpolations/lagrangeinterpolation.hpp>
#include <ql/functional.hpp>
Go to the source code of this file.
Classes | |
class | StochasticCollocationInvCDF |
Stochastic collocation inverse cumulative distribution function. More... | |
Namespaces | |
namespace | QuantLib |
Stochastic collocation inverse cumulative distribution function
Definition in file stochasticcollocationinvcdf.hpp.